-16.2%
CDNS vs DT
+4.0%
-20.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.3% |
| 7D | -14.0% | -3.3% | -10.7% | -12.8% |
| 30D | -13.2% | +2.0% | -15.2% | -13.9% |
| 3M | -28.9% | +20.0% | -48.9% | -34.6% |
| 6M | -4.2% | +39.3% | -43.5% | -19.3% |
| YTD | -6.4% | +19.8% | -26.1% | -15.9% |
| 1Y | -16.2% | +4.3% | -20.5% | -19.3% |
| All | -16.2% | +4.0% | -20.2% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling